| Metric | 6234082:compusd:triple_gx:lsma220_35_25 | 6234082:COMPUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 676.12% | -55.07% |
| Max Drawdown | -42.13% | -74.7% |
| Sharpe | 1.26 | 0.24 |
| Sortino | 2.3 | 0.37 |
| Payoff Ratio | 1.45 | 1.15 |
| Profit Factor | 1.43 | 1.04 |
| Common Sense Ratio | 1.66 | 1.18 |
| CPC Index | 0.97 | 0.58 |
| Tail Ratio | 1.16 | 1.14 |
| Outlier Win Ratio | 15.9 | 3.68 |
| Outlier Loss Ratio | 3.77 | 3.13 |
| Volatility (ann.) | 59.51% | 96.93% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.88 | -0.27 |
| Skew | 2.71 | 0.86 |
| Kurtosis | 26.76 | 6.9 |
| Expected Daily % | 0.16% | -0.06% |
| Expected Monthly % | 4.88% | -1.84% |
| Expected Yearly % | 66.91% | -18.13% |
| Kelly Criterion | 10.46% | 4.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.92% | -8.28% |
| Expected Shortfall (cVaR) | -4.92% | -8.28% |
| Year | 6234082:COMPUSD | 6234082:compusd:triple_gx:lsma220_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 18.42 | -0.33 | + |
| 2023 | 84.00 | 279.10 | 3.32 | + |
| 2024 | 27.59 | 78.66 | 2.85 | + |
| 2025 | -56.38 | -3.23 | 0.06 | + |
| Metric | 6234082:compusd:triple_gx:lsma220_35_25 | 6234082:COMPUSD |
|---|---|---|
| MTD | -3.46% | -8.72% |
| 3M | 3.11% | -33.39% |
| 6M | 17.17% | -30.41% |
| YTD | -3.23% | -56.38% |
| 1Y | 49.81% | -34.14% |
| 3Y (ann.) | 78.37% | -7.81% |
| 5Y (ann.) | 79.21% | -20.37% |
| Metric | 6234082:compusd:triple_gx:lsma220_35_25 | 6234082:COMPUSD |
|---|---|---|
| Max Drawdown | -42.13% | -74.7% |
| Longest DD Days | 233.0 | 425.0 |
| Avg. Drawdown | -10.05% | -51.59% |
| Avg. Drawdown Days | 42.0 | 255.0 |
| Recovery Factor | 16.05 | -0.74 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-23 | 2024-12-12 | -42.13 | 233 |
| 2025-06-11 | 2025-11-16 | -31.76 | 158 |
| 2024-12-13 | 2025-06-10 | -28.36 | 179 |
| 2022-06-26 | 2023-01-14 | -26.83 | 202 |
| 2022-05-16 | 2022-06-21 | -24.80 | 36 |
| 2023-07-03 | 2023-07-12 | -21.08 | 9 |
| 2023-11-11 | 2023-12-26 | -18.83 | 45 |
| 2024-03-02 | 2024-04-14 | -13.91 | 43 |
| 2023-12-29 | 2024-01-11 | -12.83 | 13 |
| 2023-01-15 | 2023-01-26 | -8.16 | 11 |
| Metric | 6234082:compusd:triple_gx:lsma220_35_25 | 6234082:COMPUSD |
|---|---|---|
| Best Day | 33.04% | 37.65% |
| Worst Day | -17.12% | -27.6% |
| Best Week | 44.99% | 82.74% |
| Worst Week | -19.56% | -37.13% |
| Best Month | 57.11% | 67.32% |
| Worst Month | -19.92% | -38.0% |
| Best Year | 279.1% | 84.0% |
| Worst Year | -3.23% | -56.38% |
| Avg. Up Day | 4.5% | 4.51% |
| Avg. Down Day | -3.1% | -3.93% |
| Avg. Up Week | 12.1% | 14.93% |
| Avg. Down Week | -5.26% | -10.42% |
| Avg. Up Month | 29.02% | 35.53% |
| Avg. Down Month | -5.88% | -11.84% |
| Win Days % | 47.02% | 49.02% |
| Win Month % | 48.57% | 39.53% |
| Win Week % | 48.89% | 47.31% |
| Win Quarter % | 73.33% | 46.67% |
| Win Year % | 75.0% | 50.0% |